+8,026.5%
USB vs ROL
+9,768.6%
-1,742.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -1.5% | +11.7% | -13.2% | -5.2% |
| 30D | +4.3% | +27.7% | -23.4% | -4.4% |
| 3M | -6.1% | +3.7% | -9.7% | -7.7% |
| 6M | +9.4% | -27.8% | +37.2% | +21.3% |
| YTD | +15.2% | -34.7% | +49.9% | +31.7% |
| 1Y | +32.8% | -34.1% | +66.9% | +51.3% |
| 3Y | +91.3% | +5.9% | +85.4% | +81.2% |
| 5Y | +22.7% | +15.6% | +7.0% | +10.0% |
| 10Y | +97.0% | +226.5% | -129.4% | +15.8% |
| All | +8,026.5% | +9,768.6% | -1,742.1% | +1,599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling